-50.4%
ORCL vs CMS
-0.8%
-49.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.2% |
| 7D | -6.5% | +0.5% | -7.0% | -6.1% |
| 30D | -16.6% | +7.4% | -24.0% | -10.6% |
| 3M | -21.6% | +1.9% | -23.5% | -20.8% |
| 6M | -39.4% | -2.3% | -37.0% | -40.6% |
| YTD | -38.7% | +3.0% | -41.6% | -37.3% |
| 1Y | -50.4% | -2.8% | -47.6% | -51.8% |
| All | -50.4% | -0.8% | -49.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling